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Time-inhomogeneous polynomial processes - MaRDI portal

Time-inhomogeneous polynomial processes (Q5113867)

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scientific article; zbMATH DE number 7212887
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English
Time-inhomogeneous polynomial processes
scientific article; zbMATH DE number 7212887

    Statements

    title
    Time-inhomogeneous polynomial processes (English)
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    publication date
    18 June 2020
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    zbMATH Keywords
    polynomial processes
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    affine processes
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    seasonality
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    time-inhomogeneous Markov processes
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    evolution systems
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    Magnus series
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    Identifiers

    zbMATH DE Number
    7212887
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    OpenAlex ID
    W2996969007
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    arXiv ID
    1806.03887
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    Wikidata QID
    Q126431745
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